Actually, it is. If you're using OS X, the minute you insert a blank disc the Finder should prompt you as to what you want to do with said blank disc. It will give you a drop-down list to either show it in the Finder, open it in Disk Utility, and some other option that doesn't come to mind at the moment...
If you select the option to open in the Finder, the disc will show up in the Finder and you can drag and drop your files right in the disc. They will show up as aliases (aka "shortcuts"), but once you tell the Finder to burn the disc, the actual files will be burned to the disc.
Now, if you aren't getting this dialog box once you insert the blank disc, head to System Preference and check the CD/DVD pane. In there, you can have it prompt you (since you might have told it in the past not to show that message again by checking that option).
Good luck.